+671.9%
IWF vs RBA
+3,396.6%
-2,724.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.3% |
| 7D | -1.0% | +2.5% | -3.5% | -1.7% |
| 30D | -10.1% | +11.6% | -21.7% | -12.8% |
| 3M | -7.6% | +1.5% | -9.1% | -8.4% |
| 6M | -6.7% | -6.6% | -0.1% | -6.1% |
| YTD | -2.5% | -6.3% | +3.7% | -2.4% |
| 1Y | -2.1% | -4.0% | +1.9% | -2.6% |
| 3Y | +68.6% | +47.3% | +21.4% | +47.9% |
| 5Y | +55.8% | +47.7% | +8.2% | +33.8% |
| 10Y | +383.3% | +224.7% | +158.5% | +226.6% |
| All | +671.9% | +3,396.6% | -2,724.7% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling